Nigel Meade has a BSc in Mathematics and Statistics and an MSc in Statistics from the University of Sheffield and a PhD in Management Science from Imperial College. He joined the faculty of Imperial College in 1973.
His academic interests can be summarised as statistical model building. Within this heading, his main interests are: time series analysis and forecasting with applications in finance, operations management and innovation diffusion; portfolio selection, index tracking and measurement of fund performance. He is associate editor of the International Journal of Forecasting and the European Journal of Finance. Until 2006, he was a director of the International Institute of Forecasters.
Examples of his work are:
Meade, N. and Islam, T., “Technological Forecasting - model selection, stability and combining models”, Management Science, 44, (1998), 1115-1130.
Fildes, R., Hibon, M., Makridakis, S. and Meade, N., “Generalising about univariate forecasting methods: further empirical evidence”, International Journal of Forecasting, 14, (1998), 339-358
Chang, T.J., Meade, N., Beasley, J.E. and Sharaiha, Y.M., “Heuristics for cardinality constrained portfolio optimisation”, Computers and Operations Research , 27, (2000), 1271-1302.
Since 2004, he has been Deputy Director of the Centre for Quantitative Finance, where he is involved with the supervision of students whose research is sponsored by corporate and financial institutions.
Meade N, Driver C, 2023, Differing behaviours of forecasters of UK GDP growth, International Journal of Forecasting, Vol:39, ISSN:0169-2070, Pages:772-790
Meade N, Islam T, 2021, Modelling and forecasting national introduction times for successive generations of mobile telephony, Telecommunications Policy, Vol:45, ISSN:0308-5961
Meade N, Beasley JE, Adcock CJ, 2021, Quantitative portfolio selection: Using density forecasting to find consistent portfolios, European Journal of Operational Research, Vol:288, ISSN:0377-2217, Pages:1053-1067
et al., 2020, Fuel price elasticities of market shares of alternative fuel vehicles in Brazil, Transportation Research Part D-transport and Environment, Vol:89, ISSN:1361-9209
et al., 2019, Transitions between technological generations of alternative fuel vehicles in Brazil, Energy Policy, Vol:134, ISSN:0301-4215, Pages:110915-110915